I get a syntax error on the second signal equation. Is it possible to have two signal equations?
smpl 1960 2015q2
sspace Kozicki
Kozicki.append @signal gap=sv2+(c(4)/2)*(sv5+sv6)
Kozicki.append @signal r=sv1
Kozicki.append @state sv2=c(1)*sv2(-1)+c(2)*sv3(-1)+[ename=e1,var=@exp(c(3))]
Kozicki.append @state sv3=sv2(-1)
Kozicki.append @state sv4=sv4(-1)+[ename=e2,@exp(c(5))]
Kozicki.append @state sv5=sv1(-1)-sv4(-1)
Kozicki.append @state sv6=sv5(-1)
SSPACE with two (or more) signal equations?
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EviewsUser1
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startz
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Re: SSPACE with two (or more) signal equations?
This may or may not be the problem, but where is sv1 defined?
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EviewsUser1
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Re: SSPACE with two (or more) signal equations?
sv1 is a second signal variable. It is equal to r which is observed but I do not have a separate equation for it.
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: SSPACE with two (or more) signal equations?
Ah, that's it. As it says in the Help system
"Signal equations may not contain current values or leads of signal variables."
"Signal equations may not contain current values or leads of signal variables."
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